scientific article; zbMATH DE number 720759
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Publication:4322402
zbMath0809.62081MaRDI QIDQ4322402
Thomas Mikosch, Claudia Klüppelberg
Publication date: 29 March 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergencecharacteristic functionstable lawsspectral theorystable processesgeneral linear modeldomain of normal attractiondiscrete moving average processnormalised transfer functionself-normalised periodogram
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
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